Two-parameter strong laws and maximal inequalities forU-statistics
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Cites work
- A Class of Statistics with Asymptotically Normal Distribution
- Conditional generalizations of strong laws which conclude the partial sums converge almost surely
- Invariance principles for von Mises and U-statistics
- Martingales with a countable filtering index set
- Maximal inequalities as necessary conditions for almost everywhere convergence
- Moments of the maximum of normed partial sums of random variables with multidimensional indices
- On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
- Representations for partially exchangeable arrays of random variables
- Sums of independent random variables on partially ordered sets
Cited in
(10)- Resampling \(U\)-statistics using \(p\)-stable laws
- Necessary and sufficient conditions for the strong law of large numbers for \(U\)-statistics.
- A two-parameter maximal ergodic theorem with dependence
- Sectorial convergence of \(U\)-statistics
- . strong law of large numbers for \(U\)-statistics
- Strong laws for randomly indexed U-statistics
- Marcinkiewicz-type strong laws for partially exchangeable arrays
- Maximal inequalities and convergence results for generalized U- statistics
- Asymptotic expansions in multivariate renewal theory
- Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
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